+684.6%
TWLO vs WU
-34.6%
+719.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -6.4% | -1.1% | -5.2% | -6.1% |
| 3M | +6.3% | -1.8% | +8.1% | +4.7% |
| 6M | +76.4% | -23.9% | +100.4% | +91.2% |
| YTD | +58.8% | -20.4% | +79.2% | +68.9% |
| 1Y | +107.1% | -10.6% | +117.7% | +108.8% |
| 3Y | +245.0% | -27.7% | +272.7% | +269.3% |
| 5Y | -36.0% | -51.1% | +15.2% | -21.5% |
| 10Y | +293.2% | -40.7% | +333.9% | +275.7% |
| All | +684.6% | -34.6% | +719.2% | +575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling